-33.3%
LULU vs SARO
-6.5%
-26.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +1.8% | +6.3% | -4.6% | -0.4% |
| 30D | +19.4% | +20.8% | -1.4% | +11.6% |
| 3M | -9.5% | -18.4% | +8.9% | -4.1% |
| 6M | -14.2% | +0.8% | -15.0% | -17.1% |
| YTD | -46.2% | -11.8% | -34.4% | -44.6% |
| 1Y | -33.3% | -7.3% | -26.0% | -33.1% |
| All | -33.3% | -6.5% | -26.8% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling